Quantitative Credit Risk Manager | Risk Advisory
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To strengthen our team in Bucharest, we are actively looking for a Quantitative Credit Risk Manager.
• minimum 3 years relevant experience working in a financial institution or in a related field in a relevant risk or quantitative position such as: market risk, financial supervision, credit or financial modelling;
• Strong academic background, including a degree in Data Science, Business Analytics, Statistics, Mathematics, Engineering, Computer Science, or other related field with strong quantitative focus;
• Master’s degree in a quantitative discipline is preferred but not mandatory;
• Good knowledge of programming, e.g. SAS, R, Python, SQL,VBA, knowledge of Access, Microsoft Excel;
• Experience in data modelling and management, integration and manipulation of large datasets is an advantage;
• Familiarity with the mathematical methods used in credit risk modelling is an advantage;
• Familiarity with the regulatory requirements is an advantage;
• Strong multi-tasking and project management skills;
• Excellent English written and oral communication skills;
• Support the design, calibration, implementation, testing and validation or audit of models;
• Document models, methodologies, analyses, and findings;
• Assess the quality of data underlying risk models and model calibration;
• Engage with key client representatives to obtain an understanding of risk practices and assess them;
• Provide support to clients in the areas of internal governance, policies and frameworks in place linked to quantitative risk management;
• Interpret new regulatory requirements focusing on those specific to internal models.
The successful candidates will work alongside other subject matter experts in the FSI Risk and regulatory department and will be part of an international team with substantial knowledge of laws and regulations in accounting, risk and advisory as well as best practices in banking supervision.
The role offers the opportunity to build on and continue developing your existing knowledge and skills, and to progress to more senior levels as well as to contribute directly to the continued growth of the business line.